Random Matrix Approach for Primal-Dual Portfolio Optimization Problems

Daichi Tada, Hisashi Yamamoto, Takashi Shinzato

Open source

DOI
10.7566/jpsj.86.124804
Published
2017-12-15
Container
Journal of the Physical Society of Japan
Publisher
Physical Society of Japan
Open access
unknown

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BibTeX

@article{allodium:10.7566/jpsj.86.124804,
  title = {Random Matrix Approach for Primal-Dual Portfolio Optimization Problems},
  author = {Daichi Tada and Hisashi Yamamoto and Takashi Shinzato},
  year = {2017},
  journal = {Journal of the Physical Society of Japan},
  doi = {10.7566/jpsj.86.124804},
  url = {https://doi.org/10.7566/jpsj.86.124804}
}

RIS

TY  - JOUR
TI  - Random Matrix Approach for Primal-Dual Portfolio Optimization Problems
AU  - Daichi Tada
AU  - Hisashi Yamamoto
AU  - Takashi Shinzato
PY  - 2017
JO  - Journal of the Physical Society of Japan
DO  - 10.7566/jpsj.86.124804
UR  - https://doi.org/10.7566/jpsj.86.124804
ER  - 

APA

Tada, D., Yamamoto, H., & Shinzato, T. (2017). Random Matrix Approach for Primal-Dual Portfolio Optimization Problems. Journal of the Physical Society of Japan. https://doi.org/10.7566/jpsj.86.124804

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